Publications

2025

• Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration
  
  • Abi Jaber Eduardo
  • Bruneau Soukaïna
  • de Carvalho Nathan
  • Sotnikov Dimitri
  • Tur Laurent
  , 2025. In energy markets, joint historical and implied calibration is of paramount importance for practitioners yet notoriously challenging due to the need to align historical correlations of futures contracts with implied volatility smiles from the option market. We address this crucial problem with a parsimonious multiplicative multi-factor Heath-Jarrow-Morton (HJM) model for forward curves, combined with a stochastic volatility factor coming from the Lifted Heston model. We develop a sequential fast calibration procedure leveraging the Kemna-Vorst approximation of futures contracts: (i) historical correlations and the Variance Swap (VS) volatility term structure are captured through Level, Slope, and Curvature factors, (ii) the VS volatility term structure can then be corrected for a perfect match via a fixed-point algorithm, (iii) implied volatility smiles are calibrated using Fourier-based techniques. Our model displays remarkable joint historical and implied calibration fits -to both German power and TTF gas marketsand enables realistic interpolation within the implied volatility hypercube.
• Wavelet-Based Multiscale Flow For Realistic Image Deformation in the Large Diffeomorphic Deformation Model Framework
  
  • Gaudfernau Fleur
  • Blondiaux Eléonore
  • Allassonnière Stéphanie
  • Le Pennec Erwan
  Journal of Mathematical Imaging and Vision, Springer Verlag, 2025, 67 (2), pp.10. Estimating accurate high-dimensional transformations remains very challenging, especially in a clinical setting. In this paper, we introduce a multiscale parameterization of deformations to enhance registration and atlas estimation in the Large Deformation Diffeomorphic Metric Mapping framework. Using the Haar wavelet transform, a multiscale representation of the initial velocity fields is computed to optimize transformations in a coarse-to-fine fashion. This additional layer of spatial regularization does not modify the underlying model of deformations. As such, it preserves the original kernel Hilbert space structure of the velocity fields, enabling the algorithm to perform efficient gradient descent. Numerical experiments on several datasets, including abnormal fetal brain images, show that compared to the original algorithm, the coarse-to-fine strategy reaches higher performance and yields template images that preserve important details while avoiding unrealistic features. This highly versatile strategy can easily be applied to other mathematical frameworks for almost no additional computational cost. (10.1007/s10851-024-01219-5)
  DOI : 10.1007/s10851-024-01219-5
• Surface Waves in Randomly Perturbed Discrete Models
  
  • Garnier Josselin
  • Sharma Basant Lal
  Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, Society for Industrial and Applied Mathematics, 2025, 23 (1), pp.158-186. (10.1137/24M165510X)
  DOI : 10.1137/24M165510X
• Beyond Log-Concavity and Score Regularity: Improved Convergence Bounds for Score-Based Generative Models in W2 -distance
  
  • Gentiloni-Silveri Marta
  • Ocello Antonio
  , 2025. Score-based Generative Models (SGMs) aim to sample from a target distribution by learning score functions using samples perturbed by Gaussian noise. Existing convergence bounds for SGMs in the W2-distance rely on stringent assumptions about the data distribution. In this work, we present a novel framework for analyzing W2-convergence in SGMs, significantly relaxing traditional assumptions such as log-concavity and score regularity. Leveraging the regularization properties of the Ornstein-Uhlenbeck (OU) process, we show that weak log-concavity of the data distribution evolves into log-concavity over time. This transition is rigorously quantified through a PDE-based analysis of the Hamilton-Jacobi-Bellman equation governing the log-density of the forward process. Moreover, we establish that the drift of the time-reversed OU process alternates between contractive and noncontractive regimes, reflecting the dynamics of concavity. Our approach circumvents the need for stringent regularity conditions on the score function and its estimators, relying instead on milder, more practical assumptions. We demonstrate the wide applicability of this framework through explicit computations on Gaussian mixture models, illustrating its versatility and potential for broader classes of data distributions.
• Polynomial approximations in a generalized Nyman–Beurling criterion
  
  • Alouges François
  • Darses Sébastien
  • Hillion Erwan
  , 2023, pp.767 - 785. The Nyman-Beurling criterion, equivalent to the Riemann hypothesis, is an approximation problem in the space of square integrable functions on $(0,\infty)$, involving dilations of the fractional part function by factors $\theta_k\in(0,1)$, $k\ge1$. Randomizing the $\theta_k$ generates new structures and criteria. One of them is a sufficient condition that splits into (i) showing that the indicator function can be approximated by convolution with the fractional part, (ii) a control on the coefficients of the approximation. This self-contained paper aims at identifying functions for which (i) holds unconditionally, by means of polynomial approximations. This yields in passing a short probabilistic proof of a known consequence of Wiener's Tauberian theorem. In order to tackle (ii) in the future, we give some expressions of the scalar products. New and remarkable structures arise for the Gram matrix, in particular moment matrices for a suitable weight that may be the squared $\Xi$-function for instance. (10.5802/jtnb.1227)
  DOI : 10.5802/jtnb.1227
• An exterior optimal transport problem
  
  • Candau-Tilh Jules
  • Goldman Michael
  • Merlet Benoît
  Calculus of Variations and Partial Differential Equations, Springer Verlag, 2025, 64 (2), pp.45. This paper deals with a variant of the optimal transportation problem. Given f ∈ L 1 (R d , [0, 1]) and a cost function c ∈ C(R d × R d) of the form c(x, y) = k(y − x), we minimise ∫ c dγ among transport plans γ whose first marginal is f and whose second marginal is not prescribed but constrained to be smaller than 1 − f. Denoting by Υ(f) the infimum of this problem, we then consider the maximisation problem sup{Υ(f) : ∫ f = m} where m > 0 is given. We prove that maximisers exist under general assumptions on k, and that for k radial, increasing and coercive these maximisers are the characteristic functions of the balls of volume m. (10.1007/s00526-024-02900-8)
  DOI : 10.1007/s00526-024-02900-8
• Optimisation of space-time periodic eigenvalues
  
  • Bogosel Beniamin
  • Mazari Idriss
  • Nadin Grégoire
  , 2025. <div><p>The goal of this paper is to provide a qualitative analysis of the optimisation of space-time periodic principal eigenvalues. Namely, considering a fixed time horizon T and the d-dimensional torus T d , let, for any m ∈ L ∞ ((0, T ) × T d ), λ(m) be the principal eigenvalue of the operator ∂t -∆ -m endowed with (time-space) periodic boundary conditions. The main question we set out to answer is the following: how to choose m so as to minimise λ(m)? This question stems from population dynamics. We prove that in several cases it is always beneficial to rearrange m with respect to time in a symmetric way, which is the first comparison result for the rearrangement in time of parabolic equations. Furthermore, we investigate the validity (or lack thereof) of Talenti inequalities for the rearrangement in time of parabolic equations. The numerical simulations which illustrate our results were obtained by developing a framework within which it is possible to optimise criteria with respect to functions having a prescribed rearrangement (or distribution function).</p></div>
• Understanding the worst-kept secret of high-frequency trading
  
  • Pulido Sergio
  • Rosenbaum Mathieu
  • Sfendourakis Emmanouil
  Finance and Stochastics, Springer Verlag (Germany), 2025. Volume imbalance in a limit order book is often considered as a reliable indicator for predicting future price moves. In this work, we seek to analyse the nuances of the relationship between prices and volume imbalance. To this end, we study a market-making problem which allows us to view the imbalance as an optimal response to price moves. In our model, there is an underlying efficient price driving the mid-price, which follows the model with uncertainty zones. A single market maker knows the underlying efficient price and consequently the probability of a mid-price jump in the future. She controls the volumes she quotes at the best bid and ask prices. Solving her optimization problem allows us to understand endogenously the price-imbalance connection and to confirm in particular that it is optimal to quote a predictive imbalance. Our model can also be used by a platform to select a suitable tick size, which is known to be a crucial topic in financial regulation. The value function of the market maker's control problem can be viewed as a family of functions, indexed by the level of the market maker's inventory, solving a coupled system of PDEs. We show existence and uniqueness of classical solutions to this coupled system of equations. In the case of a continuous inventory, we also prove uniqueness of the market maker's optimal control policy.
• Bridging multifluid and drift-diffusion models for bounded plasmas
  
  • Gangemi G M
  • Alvarez Laguna Alejandro
  • Massot M.
  • Hillewaert K.
  • Magin T.
  Physics of Plasmas, American Institute of Physics, 2025, 32 (2), pp.023502. Fluid models represent a valid alternative to kinetic approaches in simulating low-temperature discharges: a well-designed strategy must be able to combine the ability to predict a smooth transition from the quasineutral bulk to the sheath, where a space charge is built at a reasonable computational cost. These approaches belong to two families: multifluid models, where momenta of each species are modeled separately, and drift-diffusion models, where the dynamics of particles is dependent only on the gradient of particle concentration and on the electric force. It is shown that an equivalence between the two models exists and that it corresponds to a threshold Knudsen number, in the order of the square root of the electron-to-ion mass ratio; for an argon isothermal discharge, this value is given by a neutral background pressure Pn≳1000 Pa. This equivalence allows us to derive two analytical formulas for a priori estimation of the sheath width: the first one does not need any additional hypothesis but relies only on the natural transition from the quasineutral bulk to the sheath; the second approach improves the prediction by imposing a threshold value for the charge separation. The new analytical expressions provide better estimations of the floating sheath dimension in collisions-dominated regimes when tested against two models from the literature. (10.1063/5.0240640)
  DOI : 10.1063/5.0240640
• A new approach for the unitary Dyson Brownian motion through the theory of viscosity solutions
  
  • Bertucci Charles
  • Pesce Valentin
  , 2025. In this paper, we study the unitary Dyson Brownian motion through a partial differential equation approach recently introduced for the real Dyson case. The main difference with the real Dyson case is that the spectrum is now on the circle and not on the real line, which leads to particular attention to comparison principles. First we recall why the system of particles which are the eigenvalues of unitary Dyson Brownian motion is well posed thanks to a containment function. Then we proved that the primitive of the limit spectral measure of the unitary Dyson Brownian motion is the unique solution to a viscosity equation obtained by primitive the Dyson equation on the circle. Finally, we study some properties of solutions of Dyson's equation on the circle. We prove a L ∞ regularization. We also look at the long time behaviour in law of a solution through a study of the so-called free entropy of the system. We conclude by discussing the uniform convergence towards the uniform measure on the circle of a solution of the Dyson equation.
• Optimal Liquidation with Signals: the General Propagator Case
  
  • Abi Jaber Eduardo
  • Neuman Eyal
  Mathematical Finance, Wiley, 2025, 35 (4), pp.841–866. We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra-type propagator along with temporary price impact. We formulate these problems as minimization of a revenue-risk functionals, where the agent also exploits available information on a progressively measurable price predicting signal. By using an infinite dimensional stochastic control approach, we characterize the value function in terms of a solution to a free-boundary $L^2$-valued backward stochastic differential equation and an operator-valued Riccati equation. We then derive analytic solutions to these equations which yields an explicit expression for the optimal trading strategy. We show that our formulas can be implemented in a straightforward and efficient way for a large class of price impact kernels with possible singularities such as the power-law kernel.
• Ergodic behavior of products of random positive operators
  
  • Ligonnière Maxime
  ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada (Rio de Janeiro, Brasil) [2006-....], 2025, XXII, pp.93-129. This article is devoted to the study of products of random operators of the form $M_{0,n}=M_0\cdots M_{n-1}$, where $(M_{n})_{n\geq 0}$ is an ergodic sequence of positive operators acting on the space of signed measures on some set $\XX$. Under suitable conditions, in particular, a Doeblin-type minoration suited for non conservative operators, we obtain asymptotic results of the form \[ \mu M_{0,n} \simeq \mu({h}) r_n \pi_n,\] for any positive measure $\mu$, where $\tilde{h}$ is a random bounded function, $(r_n)_{n\geq 0}$ is a random non negative sequence and $(\pi_n)$ is a random sequence of probability measures on $\XX$. Moreover, $\tilde{h}$, $(r_n)$ and $(\pi_n)$ do not depend on the choice of the measure $\mu$. We prove additionally that $n^{-1} \log (r_n)$ converges almost surely to the Lyapunov exponent $\lambda$ of the process $(M_{0,n})_{n\geq 0}$ and that the sequence of random probability measures $(\pi_n)$ converges weakly towards a random probability measure. These results are analogous to previous estimates from Hennion in the case of $d\times d$ matrices, that were obtained with different techniques, based on a projective contraction in Hilbert distance. In the case where the sequence $(M_n)$ is i.i.d, we additionally exhibit an expression of the Lyapunov exponent $\lambda$ as an integral with respect to the weak limit of the sequence of random probability measures $(\pi_n)$ and exhibit an oscillation behavior of $r_n$ and $\Vert \mu M_{0,n} \Vert$ when $\lambda=0$. We provide a detailed comparison of our assumptions with the ones of Hennion and present an example of application of our results to the modelling of an age structured population. (10.30757/ALEA.v22-03)
  DOI : 10.30757/ALEA.v22-03
• Universal complexity bounds based on value iteration for stochastic mean payoff games and entropy games
  
  • Allamigeon Xavier
  • Gaubert Stéphane
  • Katz Ricardo
  • Skomra Mateusz
  Information and Computation, Elsevier, 2025, 302, pp.105236. We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to a given precision. We show that the number of calls to the oracle needed to determine exact optimal (positional) strategies is, up to a factor polynomial in the dimension, of order R/sep, where the “separation” sep is defined as the minimal difference between distinct values arising from strategies, and R is a metric estimate, involving the norm of approximate sub and super-eigenvectors of the dynamic programming operator. We illustrate this method by two applications. The first one is a new proof, leading to improved complexity estimates, of a theorem of Boros, Elbassioni, Gurvich and Makino, showing that turn-based mean-payoff games with a fixed number of random positions can be solved in pseudo-polynomial time. The second one concerns entropy games, a model introduced by Asarin, Cervelle, Degorre, Dima, Horn and Kozyakin. The rank of an entropy game is defined as the maximal rank among all the ambiguity matrices determined by strategies of the two players. We show that entropy games with a fixed rank, in their original formulation, can be solved in polynomial time, and that an extension of entropy games incorporating weights can be solved in pseudo-polynomial time under the same fixed rank condition. (10.1016/j.ic.2024.105236)
  DOI : 10.1016/j.ic.2024.105236
• Accelerating Nash Learning from Human Feedback via Mirror Prox
  
  • Tiapkin Daniil
  • Calandriello Daniele
  • Belomestny Denis
  • Moulines Eric
  • Naumov Alexey
  • Rasul Kashif
  • Valko Michal
  • Menard Pierre
  , 2025. Traditional Reinforcement Learning from Human Feedback (RLHF) often relies on reward models, frequently assuming preference structures like the Bradley-Terry model, which may not accurately capture the complexities of real human preferences (e.g., intransitivity). Nash Learning from Human Feedback (NLHF) offers a more direct alternative by framing the problem as finding a Nash equilibrium of a game defined by these preferences. In this work, we introduce Nash Mirror Prox ($\mathtt{Nash-MP}$), an online NLHF algorithm that leverages the Mirror Prox optimization scheme to achieve fast and stable convergence to the Nash equilibrium. Our theoretical analysis establishes that Nash-MP exhibits last-iterate linear convergence towards the $β$-regularized Nash equilibrium. Specifically, we prove that the KL-divergence to the optimal policy decreases at a rate of order $(1+2β)^{-N/2}$, where $N$ is a number of preference queries. We further demonstrate last-iterate linear convergence for the exploitability gap and uniformly for the span semi-norm of log-probabilities, with all these rates being independent of the size of the action space. Furthermore, we propose and analyze an approximate version of Nash-MP where proximal steps are estimated using stochastic policy gradients, making the algorithm closer to applications. Finally, we detail a practical implementation strategy for fine-tuning large language models and present experiments that demonstrate its competitive performance and compatibility with existing methods. (10.48550/arXiv.2505.19731)
  DOI : 10.48550/arXiv.2505.19731
• Maxwell's equations with hypersingularities at a negative index material conical tip
  
  • Bonnet-Ben Dhia Anne-Sophie
  • Chesnel Lucas
  • Rihani Mahran
  Pure and Applied Analysis, Mathematical Sciences Publishers, 2025, 7 (1), pp.127–169. We study a transmission problem for the time harmonic Maxwell's equations between a classical positive material and a so-called negative index material in which both the permittivity ε and the permeability µ take negative values. Additionally, we assume that the interface between the two domains is smooth everywhere except at a point where it coincides locally with a conical tip. In this context, it is known that for certain critical values of the contrasts in ε and in µ, the corresponding scalar operators are not of Fredholm type in the usual H^1 spaces. In this work, we show that in these situations, the Maxwell's equations are not well-posed in the classical L^2 framework due to existence of hypersingular fields which are of infinite energy at the tip. By combining the T-coercivity approach and the Kondratiev theory, we explain how to construct new functional frameworks to recover well-posedness of the Maxwell's problem. We also explain how to select the setting which is consistent with the limiting absorption principle. From a technical point of view, the fields as well as their curls decompose as the sum of an explicit singular part, related to the black hole singularities of the scalar operators, and a smooth part belonging to some weighted spaces. The analysis we propose rely in particular on the proof of new key results of scalar and vector potential representations of singular fields.
• Ergodic control of a heterogeneous population and application to electricity pricing
  
  • Jacquet Quentin
  • van Ackooij Wim
  • Alasseur Clémence
  • Gaubert Stéphane
  IEEE Transactions on Automatic Control, Institute of Electrical and Electronics Engineers, 2025. We consider a control problem for a heterogeneous population composed of agents able to switch at any time between different options. The controller aims to maximize an average gain per time unit, supposing that the population is of infinite size. This leads to an ergodic control problem for a “mean-field” Markov Decision Process in which the state space is a product of simplices, and the population evolves according to controlled linear dynamics. By exploiting contraction properties of the dynamics in Hilbert’s projective metric, we prove that the infinite-dimensional ergodic eigenproblem admits a solution and show that the latter is in general non unique. This allows us to obtain optimal strategies, and to quantify the gap between steady-state strategies and optimal ones. In particular, we prove in the one-dimensional case that there exist cyclic policies – alternating between discount and profit taking stages – which secure a greater gain than constant-price policies. On numerical aspects, we develop a policy iteration algorithm with “on-the-fly” generated transitions, specifically adapted to decomposable models, leading to substantial memory savings. We finally apply our results on realistic instances coming from an electricity pricing problem encountered in the retail markets, and numerically observe the emergence of cyclic promotions for sufficient inertia in the customer behavior.
• Tensor rectifiable G-flat chains
  
  • Goldman Michael
  • Merlet Benoît
  Transactions of the American Mathematical Society, American Mathematical Society, 2025. A rigidity result for normal rectifiable $k$-chains in $\mathbb{R}^n$ with coefficients in an Abelian normed group is established. Given some decompositions $k=k_1+k_2$, $n=n_1+n_2$ and some rectifiable $k$-chain $A$ in $\mathbb{R}^n$, we consider the properties: (1) The tangent planes to $\mu_A$ split as $T_x\mu_A=L^1(x)\times L^2(x)$ for some $k_1$-plane $L^1(x)\subset\mathbb{R}^{n_1}$ and some $k_2$-plane $L^2(x)\subset\mathbb{R}^{n_2}$. (2) $A=A_{\vert\Sigma^1\times\Sigma^2}$ for some sets $\Sigma^1\subset\mathbb{R}^{n_1}$, $\Sigma^2\subset\mathbb{R}^{n_2}$ such that $\Sigma^1$ is $k_1$-rectifiable and $\Sigma^2$ is $k_2$-rectifiable (we say that $A$ is $(k_1,k_2)$-rectifiable). The main result is that for normal chains, (1) implies (2), the converse is immediate. In the proof we introduce the new groups of tensor flat chains (or $(k_1,k_2)$-chains) in $\mathbb{R}^{n_1}\times\mathbb{R}^{n_2}$ which generalize Fleming's $G$-flat chains. The other main tool is White's rectifiable slices theorem. We show that on the one hand any normal rectifiable chain satisfying~(1) identifies with a normal rectifiable $(k_1,k_2)$-chain and that on the other hand any normal rectifiable $(k_1,k_2)$-chain is $(k_1,k_2)$-rectifiable. (10.1090/tran/9392)
  DOI : 10.1090/tran/9392
• A holographic global uniqueness in passive imaging
  
  • Novikov Roman
  Journal de l'École polytechnique — Mathématiques, École polytechnique, 2025, 12, pp.1069-1081. We consider a radiation solution $\psi$ for the Helmholtz equation in an exterior region in $\mathbb R^3$. We show that the restriction of $\psi$ to any ray $L$ in the exterior region is uniquely determined by its imaginary part Im $\psi$ on an interval of this ray. As a corollary, the restriction of $\psi$ to any plane $X$ in the exterior region is uniquely determined by Im $\psi$ on an open domain in this plane. These results have holographic prototypes in the recent work Novikov (2024, Proc. Steklov Inst. Math. 325, 218-223). In particular, these and known results imply a holographic type global uniqueness in passive imaging and for the Gelfand-Krein-Levitan inverse problem (from boundary values of the spectral measure in the whole space) in the monochromatic case. Some other surfaces for measurements instead of the planes $X$ are also considered. (10.5802/jep.306)
  DOI : 10.5802/jep.306
• Integrating Aggregated Electric Vehicle Flexibilities in Unit Commitment Models using Submodular Optimization
  
  • Arvis Hélène
  • Beaude Olivier
  • Gast Nicolas
  • Gaubert Stéphane
  • Gaujal Bruno
  , 2025. <div><p>The Unit Commitment (UC) problem consists in controlling a large fleet of heterogeneous electricity production units in order to minimize the total production cost while satisfying consumer demand. Electric Vehicles (EVs) are used as a source of flexibility and are often aggregated for problem tractability. We develop a new approach to integrate EV flexibilities in the UC problem and exploit the generalized polymatroid structure of aggregated flexibilities of a large population of users to develop an exact optimization algorithm, combining a cutting-plane approach and submodular optimization. We show in particular that the UC can be solved exactly in a time which scales linearly, up to a logarithmic factor, in the number of EV users when each production unit is subject to convex constraints. We illustrate our approach by solving a real instance of a long-term UC problem, combining open-source data of the European grid (European Resource Adequacy Assessment project) and data originating from a survey of user behavior of the French EV fleet.</p></div>
• Parameters estimation of a Threshold CKLS process from continuous and discrete observations
  
  • Mazzonetto Sara
  • Nieto Benoît
  Scandinavian Journal of Statistics, Wiley, 2025, 52 (4), pp.1670-1707. We consider a continuous time process that is self-exciting and ergodic, called threshold Chan–Karolyi–Longstaff–Sanders (CKLS) process. This process is a generalization of various models in econometrics, such as Vasicek model, Cox-Ingersoll-Ross, and Black-Scholes, allowing for the presence of several thresholds which determine changes in the dynamics. We study the asymptotic behavior of maximum-likelihood and quasi-maximum-likelihood estimators of the drift parameters in the case of continuous time and discrete time observations. We show that for high frequency observations and infinite horizon the estimators satisfy the same asymptotic normality property as in the case of continuous time observations. We also discuss diffusion coefficient estimation. Finally, we apply our estimators to simulated and real data to motivate considering (multiple) thresholds. (10.1111/sjos.70005)
  DOI : 10.1111/sjos.70005
• Dynamics of a kinetic model describing protein exchanges in a cell population
  
  • Magal Pierre
  • Raoul Gaël
  Journal of Mathematical Biology, Springer, 2025, 91 (6), pp.76. We consider a cell population structured by a positive real number, describing the number of P-glycoproteins carried by the cell. We are interested in the effect of those proteins on the growth of the population: those proteins are indeed involve in the resistance of cancer cells to chemotherapy drugs. To describe this dynamics, we introduce a kinetic model. We then introduce a rigorous hydrodynamic limit, showing that if the exchanges are frequent, then the dynamics of the model can be described by a system of two coupled differential equations. Finally, we also show that the kinetic model converges to a unique limit in large times. The main idea of this analysis is to use Wasserstein distance estimates to describe the effect of the kinetic operator, combined to more classical estimates on the macroscopic quantities. (10.1007/s00285-025-02295-w)
  DOI : 10.1007/s00285-025-02295-w
• Solving inverse source wave problem from Carleman estimates to observer design
  
  • Boulakia Muriel
  • de Buhan Maya
  • Delaunay Tiphaine
  • Imperiale Sébastien
  • Moireau Philippe
  Mathematical Control and Related Fields, AIMS, 2025. In this work, we are interested by the identification in a wave equation of a space dependent source term multiplied by a known time and space dependent function, from internal velocity or field measurements. The first part of the work consists in proving stability inequalities associated with this inverse problem from adapted Carleman estimates. Then, we present a sequential reconstruction strategy which is proved to be equivalent to the minimization of a cost functional with Tikhonov regularization. Based on the obtained stability estimates, the reconstruction error is evaluated with respect to the noise intensity. Finally, the proposed method is illustrated with numerical simulations, both in the case of regular source terms and of piecewise constant source terms. (10.3934/mcrf.2025007)
  DOI : 10.3934/mcrf.2025007
• Kinetic theory and moment models of electrons in a reactive weakly-ionized non-equilibrium plasma
  
  • Laguna Alejandro Alvarez
  • Pichard Teddy
  Kinetic and Related Models, AIMS, 2025. <div><p>We study the electrons in a multi-component weakly-ionized plasma with an external electric field under conditions that are far from thermodynamic equilibrium, representative of a gas discharge plasma. Our starting point is the generalized Boltzmann equation with elastic, inelastic and reactive collisions. We perform a dimensional analysis of the equation and an asymptotic analysis of the collision operators for small electron-to-atom mass ratios and small ionization levels. The dimensional analysis leads to a diffusive scaling for the electron transport. We perform a Hilbert expansion of the electron distribution function that, in the asymptotic limit, results in a reduced model characterized by a spherically symmetric distribution function in the velocity space with a small anisotropic perturbation. We show that the spherical-harmonics expansion model, widely used in low-temperature plasmas, is a particular case of our approach. We approximate the solution of our kinetic model with a truncated moment hierarchy. Finally, we study the moment problem for a particular case: a Langevin collision (equivalent to Maxwell molecules) for the electron-gas elastic collisions. The resulting Stieltjes moment problem leads to an advection-diffusion-reaction system of equations that is approximated with two different closures: the quadrature method of moments and a Hermitian moment closure. A special focus is given along the derivations and approximations to the notion of entropy dissipation.</p></div> (10.3934/krm.2025007)
  DOI : 10.3934/krm.2025007
• Macroscopic limit from a structured population model to the Kirkpatrick-Barton model
  
  • Raoul Gaël
  Bulletin des Sciences Mathématiques, Elsevier, 2025, 205, pp.103697. We consider an ecology model in which the population is structured by a spatial variable and a phenotypic trait. The model combines a parabolic operator on the spatial variable with a kinetic operator on the trait variable. We prove the existence of solutions to that model, and show that these solutions are unique. The kinetic operator present in the model, that represents the effect of sexual reproductions, satisfies a Tanaka-type inequality: it implies a contraction of the Wasserstein distance in the space of phenotypic traits. We combine this contraction argument with parabolic estimates controlling the spatial regularity of solutions to prove the convergence of the population size and the mean phenotypic trait to solutions of the Kirkpatrick-Barton model, which is a well-established model in evolutionary ecology. Specifically, at high reproductive rates, we provide explicit convergence estimates for the moments of solutions of the kinetic model. (10.48550/arXiv.1706.04094)
  DOI : 10.48550/arXiv.1706.04094
• From Stochastic Zakharov System to Multiplicative Stochastic Nonlinear Schrödinger Equation
  
  • Barrué Grégoire
  • de Bouard Anne
  • Debussche Arnaud
  Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, 2025, pp.1-40. We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schrödinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the conservation of energy gives bounds on the solutions, but this evolution becomes singular in the presence of the noise. To overcome this difficulty, we show that the problem may be recasted in the diffusion-approximation framework, and make use of the perturbed test-function method. We also obtain convergence in probability. The result is limited to dimension one, to avoid too much technicalities. As a prerequisite, we prove the existence and uniqueness of regular solutions of the stochastic Zakharov system.